Download Monitor’s templates can be overridden from your theme by copying them to yourtheme/download-monitor/, or you can add your own new ones to the same folder. They are then referenced in the shortcodes.
Download Monitor comes with awesome templates out of the box! Click here to learn more about them.
As an example, if you created a new template called content-download-magic-link.php, you would then reference it from a shortcode using something like:
[download id="10" template="magic-link"]